-28.7%
ETHA vs GTLB
-13.0%
-15.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +2.6% |
| 7D | +2.7% | +4.6% | -1.9% | +1.0% |
| 30D | +29.4% | +21.0% | +8.4% | +21.4% |
| 3M | +47.2% | +51.7% | -4.5% | +27.7% |
| 6M | +25.4% | +89.3% | -63.9% | -0.8% |
| YTD | -16.5% | +25.6% | -42.2% | -23.5% |
| 1Y | -42.3% | -1.5% | -40.8% | -42.2% |
| All | -28.7% | -13.0% | -15.7% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling